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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
+6.18%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$30.7B
AUM Growth
+$2.5B
(+8.9%)
Cap. Flow
+$1.06B
Cap. Flow
% of AUM
3.46%
Top 10 Holdings %
Top 10 Hldgs %
6.29%
Holding
3,708
New
1,026
Increased
1,078
Reduced
925
Closed
669
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PG&E
PCG
|
+$208M |
| 2 |
Marriott International
MAR
|
+$168M |
| 3 |
SLB Ltd
SLB
|
+$154M |
| 4 |
Qualcomm
QCOM
|
+$143M |
| 5 |
Regeneron Pharmaceuticals
REGN
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kroger
KR
|
+$203M |
| 2 |
Caterpillar
CAT
|
+$191M |
| 3 |
Boeing
BA
|
+$183M |
| 4 |
Target
TGT
|
+$173M |
| 5 |
Union Pacific
UNP
|
+$160M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.6% |
| 2 | Consumer Discretionary | 12.55% |
| 3 | Industrials | 10.12% |
| 4 | Healthcare | 9.91% |
| 5 | Financials | 6.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1501
PUT
Allstate
ALL
$68B
| $1.92M | 0.01% |
18,300
+15,300
| +510% | +$1.51M |
|
1502
Gold Fields
GFI
$29B
| $1.92M | 0.01% |
+445,613
| New | +$1.8M |
|
|
XL
1503
CALL
DELISTED
XL Group Ltd.
XL
| $1.92M | 0.01% |
+54,500
| New | +$2.11M |
|
1504
Cullen/Frost Bankers
CFR
$10.4B
| $1.91M | 0.01% |
20,227
+15,800
| +357% | +$1.52M |
|
1505
PUT
Amgen
AMGN
$208B
| $1.91M | 0.01% |
11,000
+3,000
| +38% | +$531K |
|
|
SAND
1506
DELISTED
Sandstorm Gold
SAND
| $1.91M | 0.01% |
383,336
+233,122
| +155% | +$1.06M |
|
1507
Financial Institutions
FISI
$816M
| $1.9M | 0.01% |
61,181
+3,016
| +5% | +$94.8K |
|
1508
PUT
Harley-Davidson
HOG
$2.58B
| $1.9M | 0.01% |
+37,400
| New | +$1.82M |
|
1509
Medifast
MED
$109M
| $1.9M | 0.01% |
27,246
-5,911
| -18% | -$392K |
|
1510
Iridium Communications
IRDM
$5.02B
| $1.9M | 0.01% |
+161,077
| New | +$1.86M |
|
1511
Oxford Square Capital
OXSQ
$163M
| $1.9M | 0.01% |
331,141
-8,017
| -2% | -$50K |
|
|
LMNX
1512
DELISTED
Luminex Corp
LMNX
| $1.9M | 0.01% |
96,246
+62,136
| +182% | +$1.29M |
|
|
ALTR
1513
DELISTED
Altair Engineering Inc
ALTR
| $1.89M | 0.01% |
+78,882
| New | +$1.75M |
|
|
CLD
1514
DELISTED
Cloud Peak Energy Inc
CLD
| $1.89M | 0.01% |
+423,730
| New | +$1.78M |
|
1515
Heritage Financial
HFWA
$1.22B
| $1.89M | 0.01% |
61,193
-40,311
| -40% | -$1.24M |
|
1516
CALL
Gartner
IT
$10.1B
| $1.88M | 0.01% |
+15,300
| New | +$1.86M |
|
1517
VeriSign
VRSN
$26.2B
| $1.88M | 0.01% |
16,402
+2,838
| +21% | +$317K |
|
|
UNT
1518
DELISTED
UNIT Corporation
UNT
| $1.88M | 0.01% |
85,331
+45,014
| +112% | +$910K |
|
1519
CALL
Credit Acceptance
CACC
$5.95B
| $1.88M | 0.01% |
5,800
-5,600
| -49% | -$1.67M |
|
1520
PUT
American Airlines Group
AAL
$10.1B
| $1.87M | 0.01% |
36,000
-92,200
| -72% | -$4.59M |
|
1521
PUT
Exelon
EXC
$46.9B
| $1.87M | 0.01% |
+66,595
| New | +$1.91M |
|
1522
GATX Corp
GATX
$6.35B
| $1.87M | 0.01% |
+30,117
| New | +$1.83M |
|
1523
Braskem
BAK
$928M
| $1.87M | 0.01% |
71,109
-11,190
| -14% | -$320K |
|
1524
Advanced Drainage Systems
WMS
$10.6B
| $1.86M | 0.01% |
78,159
+66,030
| +544% | +$1.42M |
|
1525
Thor Industries
THO
$3.9B
| $1.86M | 0.01% |
+12,353
| New | +$1.72M |
|
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VAM
Two Sigma Investments's Q4 2017 Portfolio in Review
As of Q4 2017, Two Sigma Investments held 3,708 positions worth $30.7B, up 8.9% from $28.2B the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.
Two Sigma Investments deployed $1.06B of net new capital in Q4 2017, opening 1,026 new positions and adding to 1,078 existing holdings. Its largest new stake was Marriott International: 1,364,979 shares worth $185M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Caterpillar, an estimated $191M trimmed.
- Two Sigma Investments's largest Q4 2017 buy was Marriott International: 1,364,979 shares worth $185M.
- Two Sigma Investments added most to PG&E in Q4 2017, an estimated $208M increase.
- Two Sigma Investments's biggest Q4 2017 reduction was Caterpillar, cutting an estimated $191M.
- Two Sigma Investments fully exited Kroger in Q4 2017, selling an estimated $203M.
- Two Sigma Investments's ten largest holdings make up 6.3% of its $30.7B portfolio in Q4 2017.
- Two Sigma Investments opened 1,026 new positions and closed 669 in Q4 2017.
- Two Sigma Investments's portfolio value rose 8.9% quarter-over-quarter to $30.7B.
Based on Two Sigma Investments's 13F filing for Q4 2017, filed 14 Feb 2018.